The ability to correct the bias in the stable AD(1,1) model with a feedback effect
type: Item
instance of: scholarly article
title: The ability to correct the bias in the stable AD(1,1) model with a feedback effect
zbMATH Open document ID: 1466.62203
author: Noud P. A. van Giersbergen
published in: Computational Statistics and Data Analysis
publication date: 2018-08-15T00:00:00Z
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P05
zbMATH DE Number: 6918332
zbMATH Keywords: autoregressive distributed-lag models
zbMATH Keywords: estimation bias
zbMATH Keywords: large-sample asymptotics
zbMATH Keywords: Nagar expansions
describes a project that uses: Mathematica
MaRDI profile type: Publication
full work available at URL: j.csda.2015.04.007
OpenAlex ID: W2077125234
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DOI: 10.1016/J.CSDA.2015.04.007
description: scientific article; zbMATH DE number 6918332